CME Euro FX (E) Future June 2009

Trading Metrics calculated at close of trading on 27-Feb-2009

Day Change Summary
	Previous	Current
	26-Feb-2009	27-Feb-2009	Change	Change %	Previous Week
Open	1.2724	1.2717	-0.0007	-0.1%	1.2808
High	1.2800	1.2733	-0.0067	-0.5%	1.2983
Low	1.2690	1.2609	-0.0081	-0.6%	1.2609
Close	1.2746	1.2695	-0.0051	-0.4%	1.2695
Range	0.0110	0.0124	0.0014	12.7%	0.0374
ATR	0.0211	0.0206	-0.0005	-2.5%	0.0000
Volume	1,020	730	-290	-28.4%	12,009

Daily Pivots for day following 27-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.3051	1.2997	1.2763
R3	1.2927	1.2873	1.2729
R2	1.2803	1.2803	1.2718
R1	1.2749	1.2749	1.2706	1.2714
PP	1.2679	1.2679	1.2679	1.2662
S1	1.2625	1.2625	1.2684	1.2590
S2	1.2555	1.2555	1.2672
S3	1.2431	1.2501	1.2661
S4	1.2307	1.2377	1.2627

Weekly Pivots for week ending 27-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.3884	1.3664	1.2901
R3	1.3510	1.3290	1.2798
R2	1.3136	1.3136	1.2764
R1	1.2916	1.2916	1.2729	1.2839
PP	1.2762	1.2762	1.2762	1.2724
S1	1.2542	1.2542	1.2661	1.2465
S2	1.2388	1.2388	1.2626
S3	1.2014	1.2168	1.2592
S4	1.1640	1.1794	1.2489

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2983	1.2609	0.0374	2.9%	0.0176	1.4%	23%	False	True	2,401
10	1.2983	1.2512	0.0471	3.7%	0.0191	1.5%	39%	False	False	1,592
20	1.3072	1.2512	0.0560	4.4%	0.0189	1.5%	33%	False	False	913
40	1.3893	1.2512	0.1381	10.9%	0.0210	1.7%	13%	False	False	587

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0037
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.3260
2.618	1.3058
1.618	1.2934
1.000	1.2857
0.618	1.2810
HIGH	1.2733
0.618	1.2686
0.500	1.2671
0.382	1.2656
LOW	1.2609
0.618	1.2532
1.000	1.2485
1.618	1.2408
2.618	1.2284
4.250	1.2082

Fisher Pivots for day following 27-Feb-2009
Pivot	1 day	3 day
R1	1.2687	1.2738
PP	1.2679	1.2723
S1	1.2671	1.2709

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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